Pipers wear them towards the rear on the right hip, like a bayonet. To far to the rear, it'd bang against your leg; too far forward, it'd be in the way of your arm swing.
I've seen old pictures of them up front; considering what it'd be like to walk or sit with an 18"+ blade in that position, I wonder if they weren't purposely drawn forward to prominently display them just for sake of the picture.